Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-23 0.286747 0.312319 0.340170 0.372944 0.410698 0.453121 0.504823
2025-11-30 0.253415 0.286085 0.323698 0.370767 0.428912 0.499524 0.593606
2025-12-07 0.229813 0.266204 0.309834 0.367035 0.441689 0.538325 0.677435
2025-12-14 0.211447 0.249845 0.297367 0.362044 0.450393 0.571211 0.757681
2025-12-21 0.195701 0.234883 0.284613 0.354384 0.453380 0.595303 0.828455
2025-12-28 0.187829 0.229041 0.282716 0.360452 0.475327 0.648817 0.955044
2026-01-04 0.182394 0.225753 0.283625 0.370052 0.503020 0.714821 1.118540
2026-01-11 0.173480 0.217037 0.276217 0.366623 0.510003 0.748027 1.230861
2026-01-18 0.168121 0.212746 0.274543 0.371303 0.530011 0.806165 1.409232
2026-01-25 0.158331 0.201661 0.262321 0.358664 0.519844 0.808338 1.467998
2026-02-01 0.149209 0.191050 0.250150 0.345125 0.506660 0.802796 1.507552
2026-02-08 0.143783 0.185431 0.244979 0.342238 0.511507 0.832544 1.642528
2026-02-15 0.141505 0.184348 0.246668 0.350841 0.538319 0.912382 1.946264
2026-02-22 0.137415 0.180386 0.243711 0.351461 0.550503 0.964096 2.198517
2026-03-01 0.132935 0.175619 0.239212 0.349061 0.556595 1.003537 2.435271
2026-03-08 0.128382 0.170529 0.233914 0.344846 0.558602 1.033921 2.660418
2026-03-15 0.123547 0.164810 0.227329 0.337886 0.554322 1.048361 2.836142
2026-03-22 0.121730 0.163599 0.227862 0.343601 0.576680 1.134707 3.382210
2026-03-29 0.120661 0.163471 0.230108 0.352558 0.607078 1.250886 4.211444
2026-04-05 0.117287 0.159608 0.225999 0.349381 0.610494 1.292534 4.698822
2026-04-12 0.115527 0.158202 0.225894 0.353738 0.631434 1.392153 5.720559
2026-04-19 0.110926 0.152138 0.217687 0.341980 0.613739 1.367313 5.808039
2026-04-26 0.106387 0.146051 0.209244 0.329367 0.593074 1.329870 5.769003